CDSL
Central Depo Ser (I) Ltd
Historical option data for CDSL
21 Sep 2025 04:14 PM IST
| CDSL 30SEP2025 1580 CE | ||||||||||||||||
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Delta: 0.55
Vega: 1.09
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1582.00 | 37 | -5.75 | 30.16 | 1,772 | 64 | 975 | |||||||||
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| 14 Sept | 1545.80 | 24.9 | 2.9 | 25.23 | 1,157 | -69 | 869 | |||||||||
| 17 Aug | 1559.80 | 86.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Central Depo Ser (I) Ltd - strike price 1580 expiring on 30SEP2025
Delta for 1580 CE is 0.55
Historical price for 1580 CE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 37, which was -5.75 lower than the previous day. The implied volatity was 30.16, the open interest changed by 64 which increased total open position to 975
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 24.9, which was 2.9 higher than the previous day. The implied volatity was 25.23, the open interest changed by -69 which decreased total open position to 869
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 86.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CDSL 30SEP2025 1580 PE | |||||||
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Delta: -0.45
Vega: 1.09
Theta: -1.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1582.00 | 27.5 | 0.3 | 28.55 | 1,987 | 68 | 588 |
| 14 Sept | 1545.80 | 54.95 | -13.95 | 31.04 | 90 | -24 | 140 |
| 17 Aug | 1559.80 | 169.4 | 0 | 0.02 | 0 | 0 | 0 |
For Central Depo Ser (I) Ltd - strike price 1580 expiring on 30SEP2025
Delta for 1580 PE is -0.45
Historical price for 1580 PE is as follows
On 21 Sept CDSL was trading at 1582.00. The strike last trading price was 27.5, which was 0.3 higher than the previous day. The implied volatity was 28.55, the open interest changed by 68 which increased total open position to 588
On 14 Sept CDSL was trading at 1545.80. The strike last trading price was 54.95, which was -13.95 lower than the previous day. The implied volatity was 31.04, the open interest changed by -24 which decreased total open position to 140
On 17 Aug CDSL was trading at 1559.80. The strike last trading price was 169.4, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
